-6.7%
MCD vs TYL
-8.4%
+1.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +8.0% | +15.1% | -7.1% | +6.4% |
| 30D | +19.6% | +30.1% | -10.4% | +16.6% |
| 3M | +2.2% | +40.4% | -38.2% | -1.0% |
| 6M | -1.1% | +31.3% | -32.4% | -4.6% |
| YTD | -7.2% | -5.2% | -2.0% | -6.3% |
| 1Y | -6.7% | -6.6% | -0.1% | -5.2% |
| All | -6.7% | -8.4% | +1.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling